
Financial Modelling: Theory, Implementation and Practice with MATLAB Source
English | 2013 | ISBN: 0470744898 | ISBN-13: 9780470744895 | 734 pages | PDF | 82,1 MB
English | 2013 | ISBN: 0470744898 | ISBN-13: 9780470744895 | 734 pages | PDF | 82,1 MB
Financial Modelling - Theory, Implementation and Practice is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options.












